Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.03 | 0.01 |
| R-squared | 100 | 0.94 |
| Standard deviation | 17.41 | 0.17 |
| Sharpe ratio | 0.48 | 0.00 |
| Treynor ratio | 7.28 | 0.03 |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.36 | 0.01 |
| R-squared | 100 | 0.95 |
| Standard deviation | 18.15 | 0.19 |
| Sharpe ratio | 0.76 | 0.01 |
| Treynor ratio | 13.18 | 0.10 |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | -0.01 |
| Beta | 1 | 0.01 |
| Mean annual return | 1.15 | 0.01 |
| R-squared | 100 | 0.95 |
| Standard deviation | 15.32 | 0.15 |
| Sharpe ratio | 0.78 | 0.01 |
| Treynor ratio | 11.51 | 0.10 |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | 0.04 |
| Price/Book (P/B) | 0.22 | 0.21 |
| Price/Sales (P/S) | 0.32 | 0.40 |
| Price/Cashflow (P/CF) | 0.05 | 0.06 |
| Median market vapitalization | 328.54K | 335.22K |
| 3-year earnings growth | 22.73 | 21.25 |